Calculating implied volatility

I am trying to compute all the greeks and implied volatility for an equity option.
I found class BlackFormulaRepository which seems to do the job, but I don’t understand output of impliedVolatility function. Everywhere else, IV is defined as annualized standard deviation, but here it seems to be something else, for example, when calling:
BlackFormulaRepository.impliedVolatility(4.45, 310.0, 270.0, 75.0, false)
I would expect to get 0.34, since IV is 34%, but it returns 0.018. How do I get IV as in annualized standard deviation from this?